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Re: st: GHK Estimator

From   Antoine Terracol <>
Subject   Re: st: GHK Estimator
Date   Tue, 04 Mar 2003 14:25:56 +0100


The -triprobit- command (findit triprobit) uses the GHK simulator to calculate (standard) trivariate CDFs.
You could hack and/or modify the relevant part of the code and plug it into your program.


Bersant Hobdari wrote:

Hi All,

I would like to estimate a model involving a dynamic binomial probit
with initial conditions and AR(1) error term. In order to carry out the
estimation I need to run the Simulated Maximum Likelihood via the GHK
estimator. My question is whether has anyone developed a STATA code for
SML estimator. If so, I would appreciate it very much if you would be so
kind to make it available.


Ce message a subi une analyse antivirus par MailScanner ; il est vraisemblablement
sans danger.

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